Risk Management Manual of Examination Policies - FDIC

Position Analysis - Major Currency Positions 99999
Country United Kingdom Monetary Unit Pound Sterling
Assets and Purchases Liabilities and Sales
Description (Long Position) (Short Position)
Foreign U.S. Dollar Foreign U.S. Dollar
Currency Book Value Currency Book Value
Cash 1,000 2,600
Demand Balances Due (Nostro) 50,000 19,800
Loans 1,000,000 2,500,000
Securities 100,000 275,800
Deposits of Banks (Vostro) 100,000 242,000
Other Deposits 400,000 1,040,000
Spot Contracts 1,300,000 3,120,000 1,400,000 3,346,000
Forward Contracts
Holdovers
Other: (Specify)
Accrued Interest Receivable 10,500 25,200
Accrued Interest Payable 3,000 7,200
Gross Position 2,461,500 5,943,400 1,903,000 4,635,200
Less: Long/Short 1,903,000 4,635,200
Net Position 558,500 1,308,200
Net position as a % of the bank’s total capital and reserves: 2.90%
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